Low-Rank Optimization on the Cone of Positive Semidefinite Matrices
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Publication:3083289
DOI10.1137/080731359zbMath1215.65108arXiv0807.4423OpenAlexW2117198760MaRDI QIDQ3083289
Pierre-Antoine Absil, Michel Journée, Francis Bach, Rodolphe J. Sepulchre
Publication date: 21 March 2011
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0807.4423
convergencesparse principal component analysisnonconvex programslarge-scale algorithmscone of symmetric positive definite matriceslow-rank constraintsmaximum-cut algorithmsRiemannian quotient manifold
Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Combinatorial optimization (90C27)
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